Commit Graph

2517 Commits

Author SHA1 Message Date
microwavedcola1 d212e3bf0a
Mc/settler cu limit (#725)
* v0.19.30

* settler: extend cu limit to 250k for perp pnl settling

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* TransactionBuilder: add cu limit/price based on config

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-09-25 14:13:29 +02:00
microwavedcola1 bbc836f10e update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-23 16:08:15 +02:00
microwavedcola1 5ee00a6639
Mc/tcs p95 (#708)
* use more fine grain price impact

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* ts: for computing tcs premium use more fine grain price impact

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-23 15:56:55 +02:00
microwavedcola1 f3431917b8
ts: if more ixs then more cu (#728)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-21 08:02:23 +02:00
microwavedcola1 f44b356826 v0.19.32 2023-09-20 15:42:35 +02:00
microwavedcola1 cc114d702a
ts: higher min. cu limit for each tx (#727)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-20 15:41:05 +02:00
microwavedcola1 c763d1949a v0.19.31 2023-09-20 10:51:39 +02:00
microwavedcola1 549c4704d1
ts: helpers for withdrawing tokens from bad oracles (#726)
* ts: helpers for withdrawing tokens from bad oracles

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* rename

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* rename

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fix usage of field

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-20 10:48:11 +02:00
microwavedcola1 0aa2f6f631
Mc/update cu budget for perp settle pnl (#724)
* ts: bump perp settle pnl cu budget

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-20 07:08:23 +02:00
Christian Kamm ac38ccc687
Drop HealthCache from idl, disable ComputeAccountData ix (#723)
It's used for tests, we don't want people depending on it.
2023-09-19 10:01:44 +02:00
Christian Kamm bf8d6cb37d Jupiter: Ensure source account is initialized (#721)
(cherry picked from commit 9b224eae1b)
2023-09-19 09:58:45 +02:00
Christian Kamm 6bf1f0aef8 client/liquidator: jupiter v6 (#684)
Add rust client functions for v6 API that are usuable in parallel to the v4 ones.

(cherry picked from commit 0f10cb4d92)
2023-09-19 09:58:31 +02:00
Christian Kamm 2c4009eab1
Token deposit: Require valid oracle for new token positions (#722)
This avoids making an account accidentally or intentionally unusable
(except for deposits/withdraws) by depositing a token with a stale
oracle.
2023-09-19 09:08:32 +02:00
Christian Kamm 45db911d21 Jupiter: ensure source account is initialized
Backport of 9b224eae1b / #721
2023-09-18 09:27:55 +02:00
Christian Kamm a97ec62e1b Rust client: Use alts for every transaction (#720)
(cherry picked from commit 40ad0b7b66)
2023-09-18 09:23:49 +02:00
Christian Kamm 9b224eae1b
Jupiter: Ensure source account is initialized (#721) 2023-09-18 09:21:46 +02:00
Christian Kamm 40ad0b7b66
Rust client: Use alts for every transaction (#720) 2023-09-18 09:21:30 +02:00
microwavedcola1 d51c3ee85d
release 19.1 -> deploy + serum3 open orders estimation ts patch (#719)
* Serum3 open orders: Fix health overestimation (#716)

When bids or asks crossed the oracle price, the serum3 health would be
overestimated before.

The health code has no access to the open order quantites or prices and
used to assume all orders are at oracle price.

Now we track an account's max bid and min ask in each market and use that
as a worst-case price. The tracking isn't perfect for technical reasons
(compute cost, no notifications on fill) but produces an upper bound on
bids (lower bound on asks) that is sufficient to make health not
overestimate.

The tracked price is reset every time the serum3 open orders on a book
side are completely cleared.

(cherry picked from commit 2adc0339dc)

* Changelog, version bump for program v0.19.1

* ts: ts patch for the PR

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-09-16 11:04:38 +02:00
Christian Kamm 2adc0339dc
Serum3 open orders: Fix health overestimation (#716)
When bids or asks crossed the oracle price, the serum3 health would be
overestimated before.

The health code has no access to the open order quantites or prices and
used to assume all orders are at oracle price.

Now we track an account's max bid and min ask in each market and use that
as a worst-case price. The tracking isn't perfect for technical reasons
(compute cost, no notifications on fill) but produces an upper bound on
bids (lower bound on asks) that is sufficient to make health not
overestimate.

The tracked price is reset every time the serum3 open orders on a book
side are completely cleared.
2023-09-13 09:35:10 +02:00
microwavedcola1 d128f85ddf ts: update debug script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-11 14:12:47 +02:00
microwavedcola1 e9170f2a52 v0.19.29 2023-09-11 13:38:36 +02:00
microwavedcola1 885427e777
Mc/keeper (#714)
* v0.19.28

* ts: tokenWithdrawAllDepositForMint

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fix

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fix

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* rust: dont include tokens with errors in crank

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* review fixes

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-09-11 13:37:11 +02:00
microwavedcola1 b2c187dd92
ts: fix getTimeToNextBorrowLimitWindowStartsTs (#710)
* ts: fix getTimeToNextBorrowLimitWindowStartsTs

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-10 10:08:17 +02:00
Christian Kamm 7b8a92dcea
Idl compatibility check: Also cover ix args and field renames (#709) 2023-09-08 21:13:30 +02:00
microwavedcola1 e0716d0b6e v0.19.27 2023-09-08 13:47:19 +02:00
microwavedcola1 11fbc25df7 ts: fix tcs order price limits
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 13:45:51 +02:00
microwavedcola1 68b345f053 script: log all
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 13:00:42 +02:00
microwavedcola1 cda47a18d1 v0.19.25 2023-09-08 12:15:50 +02:00
microwavedcola1 a23caa244c v0.19.23 2023-09-08 12:08:33 +02:00
microwavedcola1 5bf737847f ts: tcs fix price display input to tx
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 12:07:51 +02:00
microwavedcola1 3fda20e3da v0.19.22 2023-09-08 12:05:01 +02:00
microwavedcola1 3db75f60b8 v0.19.21 2023-09-08 08:51:37 +02:00
microwavedcola1 b46e275a2c
Mc/tcs improvements (#706)
* ts: additional tcs helpers

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Revert "Fixes from review"

This reverts commit 1def10353511802c030a100fd23b2c2f4f198eaa.

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 08:49:38 +02:00
microwavedcola1 b48a937617
ts: add error when no free token position is found (#707)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 08:28:34 +02:00
microwavedcola1 e7fe1e2d8a ts: add missing dependency
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 07:57:00 +02:00
microwavedcola1 3cfa4bb956 v0.19.20 2023-09-07 13:27:21 +02:00
microwavedcola1 bd30bc9852 ts: get yarn lock from dev
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-07 13:24:42 +02:00
Christian Kamm 0aabd28cdc Merge remote-tracking branch 'origin/deploy' into dev 2023-09-07 13:14:03 +02:00
Christian Kamm 97d3ec01c1 scripts: fix mainnet-no-margin-group post-merge 2023-09-07 13:07:55 +02:00
Christian Kamm d60bea7436 Merge remote-tracking branch 'origin/main' into deploy 2023-09-07 12:59:50 +02:00
microwavedcola1 56eb48904a Merge tag 'program-v0.19.0' 2023-09-07 10:46:37 +02:00
tjs 1861d127bc only remove active filter from Ids on perp markets 2023-09-06 14:11:25 -04:00
tjs 335c98a09a v0.19.14 2023-09-06 13:53:07 -04:00
tjs f2eb37b598 ids should return all subitems for a group regardless of active state 2023-09-06 13:51:40 -04:00
tjs 7b4d46e135 v0.19.13 2023-09-05 10:59:55 -04:00
microwavedcola1 b42a35cdb9 sb logs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-05 15:56:04 +02:00
tlrsssss 025f594fb2
Merge pull request #705 from blockworks-foundation/ts/ids-fixes
Ts/ids fixes
2023-09-05 09:41:08 -04:00
tjs c7c362292c Support reloading reloadSerum3ExternalMarkets from Ids class
remove console logs
2023-09-05 09:35:17 -04:00
tjs 3715a9a7f2 Update Ids class so the array filters in the getters work
Also add placeholder values in ids.json so types work; Deprecate ids.json
2023-09-04 21:04:42 -04:00
Adrian Brzeziński 2110cf7f55 v0.19.12 2023-09-04 18:20:02 +02:00